No.PZ2022072902000008 (选择题)来源: 原版书
Which of the following is an active quantitative approach to embed ESG within a portfolio?
您的回答A, 正确答案是: A
A
正确Weighting ESG as an idiosyncratic factor in a multi-factor stock selection algorithm.
B
Consideration of ESG scoring and relevant metrics in security-specific investment decisions.
C
Minimising tracking error against benchmark indices.
D
Solving the mean-variance optimisation problem to arrive at the best sectors for assetallocation.
C和D为什么不是？
